Deepak Agrawal

Lecturer at Haas School of Business

Schools

  • Haas School of Business

Links

Haas School of Business

Education

  • PhD, Finance, New York University
  • BE, Electronics and Communication Engineering, University of Jodhpur, India

Positions Held

At Haas since 2010
* 2010 – present, Lecturer, Haas School of Business
* 2007 – present, Director, Quantitative Research, DCI, San Francisco
* 2002 – 2007, Moody’s KMV, San Francisco

Current Research and Interests

  • Credit risk
  • Fixed income
  • Risk management

Selected Papers and Publications

  • “Explaining the Rate Spread on Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Finance (2001).
  • “Factors Affecting the Valuation of Corporate Bonds,” with Edwin Elton, Martin Gruber, and Christopher Mann. Journal of Banking and Finance (2004).
  • “Humpbacks in Credit Spreads,” with Jeffrey Bohn. Journal of Investment Management(2008).
  • “Implied Correlations: Smiles or Smirks,” with Senay Agca and Saiyid Islam. Journal of Derivatives (2008).

Teaching

  • Credit Risk Modeling

Videos

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